The New Order: A really narrative heavy mod that some describes as visual novel with military minigame. The aesthetic might makes your dog barks like crazy, but it's better than it looks. Hint: play Buryatia.

Equestria at War: Yes, the pony mod. Being wholly fictional, the devs have a room to write the nations into following a story which is pretty cool, and it's the only HOI4 mod so far with a custom script-based nation specific tech tree. Ideologically there's a lot of cool commie nations with various flavors.

Old World Blues: Fallout but mapgame. A lot of cool custom features, but design wise the majority of nations are written to just paints the map around them with not much lore besides what's already given to them at start. Oh, you can play as robot Zapata, who's personality is intentionally inaccurate since in-universe he's based on American propaganda, but it's still pretty neat.